+57.8%
WFC vs ETHA
-30.2%
+88.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.3% | -2.4% | +2.7% | +0.6% |
| 30D | +2.3% | +30.9% | -28.6% | -1.1% |
| 3M | +9.8% | +51.1% | -41.4% | +4.1% |
| 6M | +15.6% | +20.5% | -5.0% | +12.1% |
| YTD | -2.4% | -17.3% | +14.8% | -1.7% |
| 1Y | +13.8% | -43.2% | +57.1% | +19.5% |
| All | +57.8% | -30.2% | +88.0% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ETHA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling